## Figure 1. Trajectories of x_t
par(mfrow=c(1,2))
matplot(xt_prior,type="l",lty=1,ylim=c(-3,3),ylab="hidden state",xlab="time")
matplot(xt_posterior[,1:500],type="l",lty=1,ylim=c(-3,3),main="",ylab="hidden state",xlab="time")

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